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ARTICLE

ECB’s Shifting Perspective on Downturn LGD: Addressing the Timing Lag

Oct 24, 2025 | What was the European Central Bank thinking when they updated the ECB Guide to Internal Models in ...

ARTICLE

New Definition of Default: Unpacking the EBA Narrative

Aug 22, 2025 | The European Banking Authority (EBA) recently released a consultation paper regarding article 178 ...

ARTICLE

Rethinking Capital Management: Advice for Banks in a Time of Volatility and Uncertainty

Jul 11, 2025 | Challenged by heightened geopolitical risk and spurred by the pending finalization of Basel III, EU ...

ARTICLE

Addressing Geopolitical Risk Through Stochastic Matrices

Jun 13, 2025 | Last month, the European Banking Authority (EBA) issued a new report that sounded the alarm about ...

ARTICLE

Trade Wars Should Motivate Banks to Rethink Credit Risk Management

May 16, 2025 | Barriers to trade have many repercussions in the real economy, including price hikes, rising ...

Trending Articles

Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Even after 40 years, the PD-LGD-EAD framework is still going strong – but models with more power and greater predictive accuracy are lurking. Though...

Friday, February 7, 2025

IFRS 9 and Probability of Default: A Web of Confusion

The proper calculation of probability of default is crucial for European banks that need to comply with IRFS 9, the forward-looking financial...

Friday, April 11, 2025

Stress Testing: A Practical Guide

Banks and regulators remain committed to stress testing. What are the different types of tests and approaches, and what elements are necessary to...

Friday, January 31, 2020

Probability of Default: How to Pass the Jeffreys Test and Improve Predictive Ability

To back-test PD and meet the European Central Bank's validation requirements for measurement of defaults, many banks use a predictive ability tool...

Friday, September 18, 2020

ARTICLE

IFRS 9 and Probability of Default: A Web of Confusion

Apr 11, 2025 | IFRS 9 rules for calculating the lifetime expected credit loss (ECL) continue to create confusion. ...

ARTICLE

Credit Risk Measurement: Alternatives for PD-LGD-EAD on the Horizon?

Feb 7, 2025 | Probability of default (PD), loss-given default (LGD) and exposure at default (EAD) have been the ...

ARTICLE

Sovereign Exposures: Zero Reason for Zero Risk Weight

Jan 10, 2025 | Fueled by rampant geopolitical uncertainty, sovereign risk is on the rise in Europe. Policymakers ...

ARTICLE

Statistical Hypothesis Skepticism: Implications for Credit Risk

Nov 27, 2024 | Financial risk managers continue to rely heavily on statistical hypothesis testing in modeling and ...

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